First of all, thanks to the people who replied.
Now, I have no option "Copy Graph" when I right-click on a "blue" graph. In my "Windows Specific" preferences, the only one not checked was "JPEG" (because I thought PNG is better, not lossy). So I turned that on. But no change, still no "Copy Graph" shows up. I even restarted JMP. Still no such option.
Then I realized that @mmarchandFSLR right-clicked just on the graph area. But what I want, of course, is to use the standard way of copy/pasting graphs in JMP, that is, selection with the "fat cross" (selection tool), because that allows me to easily select which areas to copy.
So still no solution.
SAS, please bring back "copy as graph" in the Edit menu!!!